Market Risk SST Guidance

This guidance is an explanatory document on the market risk standard model as well as the use of the SST template. It also contains general remarks on risk quantification in the SST. It does not establish any legal claims.

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https://www.finma.ch/de/~/media/finma/dokumente/dokumentencenter/myfinma/2ueberwachung/sst/wegleitung-sst-marktrisiko-standardmodell.pdf?la=de